-78.5%
LCID vs WSM
+12.3%
-90.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -0.9% |
| 7D | -9.1% | +0.4% | -9.6% | -9.4% |
| 30D | -37.6% | -10.7% | -26.9% | -32.4% |
| 3M | -11.1% | +8.5% | -19.5% | -16.3% |
| 6M | -59.2% | +19.6% | -78.8% | -64.2% |
| YTD | -60.5% | +26.6% | -87.1% | -66.2% |
| 1Y | -78.5% | +12.0% | -90.4% | -80.1% |
| All | -78.5% | +12.3% | -90.8% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling